Powerful goodness-of-fit tests based on the likelihood ratio

A new approach of parameterization is proposed to construct a general goodness-of-fit test. It can not only generate traditional tests (including the Kolmogorov-Smirnov, Cramér-von Mises and Anderson-Darling tests) but also produce new types of omnibus tests, which are generally much more powerful than the old ones. Copyright 2002 The Royal Statistical Society.